Compunnel
Calc Engineer
Compunnel - Jersey City, New Jersey, United States, 07390
Work at Compunnel
Overview
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Overview
Job Summary
We are seeking a skilled Calc Engineer (also known as a Simulation Engineer) with strong knowledge in linear algebra, statistics, and time series analysis.
The ideal candidate will apply computational methods to analyze and evaluate the performance, stability, and safety of financial systems and products.
This role involves implementing analytics in risk and calculation engines to generate valuation, return, and first-order risk measures, while collaborating across engineering and financial domains.
Key Responsibilities Conduct simulations and analyses using specialized software to evaluate system behavior under various conditions. Implement analytics in risk and calculation engines to generate valuation, return, and risk metrics. Assess performance factors such as load capacity, stability, and material resilience. Optimize system design based on simulation data and suggest improvements. Prepare detailed reports, calculations, and technical documentation. Collaborate with engineering and financial teams to integrate simulation results into broader system designs. Ensure compliance with industry standards and regulatory requirements. Required Qualifications
Strong knowledge of linear algebra, statistics, and time series analysis. Proficiency in Python, Java, and SQL. Experience implementing analytics in risk/calc engines. Understanding of equity and fixed income products, exchange-traded derivatives, portfolio analysis, fund accounting, and NAV calculation. Excellent analytical and problem-solving skills. Effective communication and collaboration abilities. Preferred Qualifications
Experience with simulation software such as CAESAR II or Pipestress. Familiarity with CAD/CAE tools for modeling and analysis. Background in financial engineering or quantitative analysis. Exposure to scripting and automation for computational tasks.
Education:
Bachelors Degree
We are seeking a skilled Calc Engineer (also known as a Simulation Engineer) with strong knowledge in linear algebra, statistics, and time series analysis.
The ideal candidate will apply computational methods to analyze and evaluate the performance, stability, and safety of financial systems and products.
This role involves implementing analytics in risk and calculation engines to generate valuation, return, and first-order risk measures, while collaborating across engineering and financial domains.
Key Responsibilities Conduct simulations and analyses using specialized software to evaluate system behavior under various conditions. Implement analytics in risk and calculation engines to generate valuation, return, and risk metrics. Assess performance factors such as load capacity, stability, and material resilience. Optimize system design based on simulation data and suggest improvements. Prepare detailed reports, calculations, and technical documentation. Collaborate with engineering and financial teams to integrate simulation results into broader system designs. Ensure compliance with industry standards and regulatory requirements. Required Qualifications
Strong knowledge of linear algebra, statistics, and time series analysis. Proficiency in Python, Java, and SQL. Experience implementing analytics in risk/calc engines. Understanding of equity and fixed income products, exchange-traded derivatives, portfolio analysis, fund accounting, and NAV calculation. Excellent analytical and problem-solving skills. Effective communication and collaboration abilities. Preferred Qualifications
Experience with simulation software such as CAESAR II or Pipestress. Familiarity with CAD/CAE tools for modeling and analysis. Background in financial engineering or quantitative analysis. Exposure to scripting and automation for computational tasks.
Education:
Bachelors Degree